+5,220.5%
FDX vs ODFL
+32,662.3%
-27,441.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | -2.5% | -6.3% | +3.8% | -1.4% |
| 30D | +3.8% | -13.6% | +17.4% | +6.5% |
| 3M | -1.3% | -24.2% | +22.9% | +3.6% |
| 6M | +5.0% | -13.8% | +18.8% | +7.7% |
| YTD | +39.6% | +19.0% | +20.6% | +35.1% |
| 1Y | +81.1% | +25.7% | +55.4% | +73.3% |
| 3Y | +63.0% | -13.1% | +76.2% | +65.1% |
| 5Y | +65.6% | +26.7% | +38.9% | +56.9% |
| 10Y | +183.4% | +721.5% | -538.1% | +106.7% |
| All | +5,220.5% | +32,662.3% | -27,441.7% | +2,680.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling